Different ways possible :
1)Take linux in remote control

use ssh(command line):
on serverside (linux) do
set knoppix password ( sudo passwd knoppix )
start ssh server ( /etc/init.d/ssh start )
on clientside (windoze) do
use putty on W2K client to conect remotely

use vnc(GUI):
on serverside (linux) do
set knoppix password ( sudo passwd knoppix )
start vnc server ( vncserver )
on clientside (windoze) do
start vnc client to connect and have graphical interface of linux on your windoze pc


or

2)Browse trough linux from W2K

by FTP
http://www.knoppix.net/docs/index.php/FaqFTP
by SAMBAsharing
http://www.knoppix.net/docs/index.php/FaqSambaQuick

greetzzzz,